Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.48% | 103.90 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'976 CHF | 522'476 CHF | 100.00% | 100.00% |
12.07.2024 | 0.48% | 104.00 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'958 CHF | 521'458 CHF | 100.00% | 100.00% |
11.07.2024 | 0.48% | 103.80 % | 104.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'617 CHF | 521'117 CHF | 99.99% | 99.99% |
10.07.2024 | 0.48% | 103.70 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'928 CHF | 520'428 CHF | 99.52% | 99.52% |
09.07.2024 | 0.48% | 103.60 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'130 CHF | 520'630 CHF | 100.00% | 100.00% |
08.07.2024 | 0.48% | 103.60 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'783 CHF | 520'283 CHF | 100.00% | 100.00% |
05.07.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'891 CHF | 520'391 CHF | 97.13% | 97.13% |
04.07.2024 | 0.48% | 103.60 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'960 CHF | 520'460 CHF | 99.45% | 99.45% |
03.07.2024 | 0.48% | 103.60 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'901 CHF | 520'401 CHF | 100.00% | 100.00% |
02.07.2024 | 0.48% | 103.50 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'237 CHF | 519'737 CHF | 100.00% | 100.00% |